-25.7%
FN vs MOH
+53.5%
-79.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.9% | -14.9% | -4.4% |
| 7D | -7.0% | +14.3% | -21.3% | -4.7% |
| 30D | -24.7% | +16.7% | -41.4% | -22.5% |
| 3M | -35.7% | +18.3% | -54.0% | -33.7% |
| 6M | -52.4% | +15.8% | -68.2% | -50.8% |
| YTD | -25.0% | +30.5% | -55.4% | -26.5% |
| 1Y | -25.7% | +49.3% | -74.9% | -29.4% |
| All | -25.7% | +53.5% | -79.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling